I have now three computers running Mageia4 one was installed as RC and updated to 4, the other two were updated from Mageia3.
All of them have same behavior as far as authentication for some tasks usually required root password to start.
AFAIK wheel group users had some extra convenience and the root password was active for them for some time. Now if I become wheel group member I'm asked for my user password instead of root password, so one level of security is missing, only one password is required to do administrative tasks. And even if I ask in MCC for "Administrator" password ( are we having more peoples from Microsoft? In UNIX/Linux it used to be "root") for software management, and other MCC tasks I'm always asked for my user password. At this point I just removed myself from wheel group.
I do not know if this is a bug, or some miss-configuration that happened during upgrade, or - I can't thing of the reason why it might be - it was changed deliberately and it is now default behavior?